IONQ cadena de opciones IonQ, Inc.
Cboe delayed options data · a fecha de 18:39 UTC
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±18.3% (25.66–37.18) · ATM IV 78.7% · P/C interés abierto 0.56
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 13.00 | 15.40 | 32 | 123.5% | 0.99 | 0.0037 | -0.003 | 17.5 | 0 | 0.2200 | 3,192 | 112.8% | -0.01 | 0.0037 | -0.004 | ||
| 10.75 | 12.70 | 233 | 101.0% | 0.97 | 0.0084 | -0.007 | 20 | 0.0500 | 0.2900 | 10 | 2,912 | 98.5% | -0.03 | 0.0084 | -0.009 | |
| 8.05 | 10.20 | 56 | 66.1% | 0.93 | 0.0168 | -0.015 | 22.5 | 0.1900 | 0.2900 | 7 | 3,723 | 83.4% | -0.07 | 0.0169 | -0.016 | |
| 7.60 | 9.85 | 73.7% | 0.92 | 0.0190 | -0.017 | 23 | 0.2300 | 0.4600 | 5 | 5 | 87.0% | -0.08 | 0.0191 | -0.018 | ||
| 6.75 | 9.00 | 76.7% | 0.90 | 0.0238 | -0.021 | 24 | 0.3500 | 0.4500 | 7 | 42 | 81.4% | -0.10 | 0.0240 | -0.021 | ||
| 6.65 | 7.85 | 5 | 89 | 87.5% | 0.87 | 0.0292 | -0.025 | 25 | 0.5300 | 0.5600 | 175 | 1,674 | 80.1% | -0.13 | 0.0293 | -0.025 |
| 6.05 | 6.90 | 30 | 86.8% | 0.83 | 0.0348 | -0.029 | 26 | 0.6700 | 0.7800 | 3 | 9 | 78.7% | -0.17 | 0.0349 | -0.030 | |
| 4.50 | 6.30 | 5 | 15 | 73.2% | 0.79 | 0.0403 | -0.033 | 27 | 0.9500 | 1.00 | 18 | 38 | 78.3% | -0.21 | 0.0405 | -0.034 |
| 4.75 | 4.95 | 108 | 2 | 78.3% | 0.74 | 0.0454 | -0.037 | 28 | 1.22 | 1.33 | 32 | 54 | 77.9% | -0.26 | 0.0457 | -0.037 |
| 4.10 | 4.35 | 66 | 78.4% | 0.69 | 0.0498 | -0.040 | 29 | 1.58 | 1.72 | 23 | 21 | 78.1% | -0.31 | 0.0502 | -0.041 | |
| 3.85 | 4.05 | 1 | 79.0% | 0.66 | 0.0517 | -0.041 | 29.5 | 1.79 | 1.90 | 5 | 2 | 77.8% | -0.34 | 0.0520 | -0.042 | |
| 3.55 | 3.80 | 186 | 1,768 | 79.0% | 0.63 | 0.0532 | -0.043 | 30 | 2.00 | 2.14 | 117 | 6,453 | 77.9% | -0.37 | 0.0536 | -0.043 |
| 3.30 | 3.50 | 4 | 3 | 78.7% | 0.61 | 0.0544 | -0.043 | 30.5 | 2.23 | 2.38 | 6 | 4 | 77.9% | -0.40 | 0.0549 | -0.044 |
| 3.05 | 3.20 | 1,299 | 44 | 78.0% | 0.58 | 0.0554 | -0.044 | 31 | 2.47 | 2.64 | 33 | 116 | 77.9% | -0.42 | 0.0558 | -0.045 |
| 2.82 | 3.05 | 69 | 110 | 79.2% | 0.55 | 0.0560 | -0.045 | 31.5 | 2.73 | 2.92 | 18 | 39 | 78.1% | -0.45 | 0.0565 | -0.045 |
| 2.62 | 2.78 | 38 | 106 | 78.9% | 0.52 | 0.0563 | -0.045 | 32 | 3.00 | 3.20 | 25 | 370 | 78.0% | -0.48 | 0.0568 | -0.046 |
| 2.37 | 2.57 | 29 | 101 | 78.3% | 0.50 | 0.0563 | -0.045 | 32.5 | 3.25 | 3.50 | 20 | 28 | 77.6% | -0.51 | 0.0568 | -0.046 |
| 2.23 | 2.38 | 3 | 32 | 79.1% | 0.47 | 0.0560 | -0.045 | 33 | 3.55 | 3.80 | 8 | 77.5% | -0.54 | 0.0566 | -0.046 | |
| 2.04 | 2.20 | 7 | 11 | 79.0% | 0.44 | 0.0554 | -0.045 | 33.5 | 3.90 | 4.10 | 7 | 1 | 77.7% | -0.56 | 0.0560 | -0.045 |
| 1.86 | 2.00 | 6 | 34 | 78.5% | 0.42 | 0.0546 | -0.045 | 34 | 4.20 | 4.50 | 5 | 78.3% | -0.59 | 0.0553 | -0.045 | |
| 1.69 | 1.87 | 4 | 1 | 78.8% | 0.39 | 0.0536 | -0.044 | 34.5 | 4.00 | 4.80 | 69.9% | -0.61 | 0.0543 | -0.044 | ||
| 1.58 | 1.62 | 1,569 | 3,965 | 77.9% | 0.37 | 0.0525 | -0.043 | 35 | 5.05 | 5.15 | 228 | 7,857 | 79.9% | -0.64 | 0.0532 | -0.044 |
| 1.45 | 1.58 | 84 | 2 | 79.4% | 0.35 | 0.0512 | -0.043 | 35.5 | 5.30 | 5.55 | 1 | 16 | 78.8% | -0.66 | 0.0519 | -0.043 |
| 1.33 | 1.46 | 18 | 26 | 79.7% | 0.33 | 0.0497 | -0.042 | 36 | 5.65 | 5.90 | 1 | 78.1% | -0.68 | 0.0505 | -0.042 | |
| 1.18 | 1.35 | 11 | 2 | 79.3% | 0.31 | 0.0482 | -0.041 | 36.5 | 6.05 | 7.20 | 92.4% | -0.70 | 0.0490 | -0.041 | ||
| 1.09 | 1.24 | 19 | 45 | 79.7% | 0.29 | 0.0466 | -0.040 | 37 | 6.45 | 6.90 | 6 | 1 | 82.2% | -0.72 | 0.0474 | -0.040 |
| 0.9900 | 1.13 | 15 | 14 | 79.6% | 0.27 | 0.0449 | -0.039 | 37.5 | 6.65 | 7.55 | 83.1% | -0.74 | 0.0458 | -0.039 | ||
| 0.9200 | 1.05 | 31 | 29 | 80.2% | 0.25 | 0.0432 | -0.038 | 38 | 7.05 | 7.65 | 3 | 3 | 77.8% | -0.75 | 0.0441 | -0.038 |
| 0.7700 | 0.9000 | 9 | 5 | 80.9% | 0.22 | 0.0398 | -0.035 | 39 | 7.95 | 8.65 | 5 | 82.0% | -0.79 | 0.0408 | -0.035 | |
| 0.6500 | 0.7300 | 268 | 15.5K | 80.8% | 0.20 | 0.0365 | -0.033 | 40 | 9.00 | 9.25 | 25 | 6,385 | 82.7% | -0.81 | 0.0375 | -0.033 |
| 0.5400 | 0.5900 | 7 | 167 | 80.6% | 0.17 | 0.0333 | -0.031 | 41 | 9.25 | 10.35 | 1 | 15 | 69.8% | -0.84 | 0.0343 | -0.031 |
| 0.4500 | 0.5200 | 96 | 19 | 81.6% | 0.15 | 0.0303 | -0.029 | 42 | 10.25 | 11.15 | 67.3% | -0.86 | 0.0313 | -0.028 | ||
| 0.3000 | 0.3400 | 233 | 7,343 | 85.0% | 0.10 | 0.0226 | -0.023 | 45 | 13.65 | 13.85 | 64 | 1,546 | 83.2% | -0.91 | 0.0237 | -0.022 |
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Nov 20, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.
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